Rigidity and a mesoscopic central limit theorem for Dyson Brownian motion for general and potentials
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Publication:2273596
Random matrices (algebraic aspects) (15B52) Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Disordered systems (random Ising models, random Schrödinger operators, etc.) in equilibrium statistical mechanics (82B44)
Abstract: We study Dyson Brownian motion with general potential and for general . For short times and under suitable conditions on we obtain a local law and corresponding rigidity estimates on the particle locations; that is, with overwhelming probability, the particles are close to their classical locations with an almost-optimal error estimate. Under the condition that the density of states of the initial data is bounded below and above down to the scale , we prove a mesoscopic central limit theorem for linear statistics at all scales
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